Warrants pricing based on nonparametric estimation and its application in warrants market

FAN Peng-ying, CHEN Mu-zi, JIANG Yong, CHEN Min

Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (8) : 1916-1925.

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Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (8) : 1916-1925. DOI: 10.12011/1000-6788(2013)8-1916

Warrants pricing based on nonparametric estimation and its application in warrants market

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2013, 33(8): 1916-1925 https://doi.org/10.12011/1000-6788(2013)8-1916

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